VDADX vs. DFIEX
Compare and contrast key facts about Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and DFA International Core Equity Portfolio I (DFIEX).
VDADX is managed by Vanguard. It was launched on Dec 19, 2013. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
VDADX vs. DFIEX - Performance Comparison
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VDADX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | -1.77% | 14.17% | 16.99% | 14.44% | -9.80% | 23.59% | 15.47% | 29.68% | -2.06% | 22.22% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, VDADX achieves a -1.77% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, VDADX has outperformed DFIEX with an annualized return of 12.24%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
VDADX
- 1D
- 2.08%
- 1M
- -4.97%
- YTD
- -1.77%
- 6M
- -0.04%
- 1Y
- 12.87%
- 3Y*
- 13.78%
- 5Y*
- 9.75%
- 10Y*
- 12.24%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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VDADX vs. DFIEX - Expense Ratio Comparison
VDADX has a 0.08% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VDADX vs. DFIEX — Risk / Return Rank
VDADX
DFIEX
VDADX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and DFA International Core Equity Portfolio I (DFIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VDADX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.95 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.55 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.57 | -1.30 |
Martin ratioReturn relative to average drawdown | 5.71 | 10.07 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDADX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.95 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.60 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.59 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.35 | +0.37 |
Correlation
The correlation between VDADX and DFIEX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VDADX vs. DFIEX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.58%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.58% | 1.60% | 1.71% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
VDADX vs. DFIEX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for VDADX and DFIEX.
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Drawdown Indicators
| VDADX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -62.22% | +30.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.01% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -28.66% | +8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -31.70% | -41.04% | +9.34% |
Current DrawdownCurrent decline from peak | -6.01% | -7.75% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -12.26% | +8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.81% | -0.38% |
Volatility
VDADX vs. DFIEX - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 4.12%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDADX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 7.09% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 10.45% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 15.90% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 15.65% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 16.35% | -0.16% |